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Oil price drivers, geopolitical uncertainty and oil exporters' currencies

Akram, Qaisar Farooq - 2019

Empirical relationships between crude oil prices and exchange rates of oil exporting countries tend to vary over time. I use econometric models of the norwegian and canadian nominal exchange rates to investigate whether such time-variation could reflect shifts in the key oil price drivers over...

Persistent link: https://www.econbiz.de/10012214320

Price Dynamic, Volatility and Information Flows in the Oil Industry : A Multivariate Analysis

Mauro, Alessandro - 2014

The relationships between crude and product prices are crucial throughout oil markets and especially so within the refining industry, where they define the refinery margin between cost of inputs (crudes) and value of outputs (products). The oil market is global but regional factors are also...

Persistent link: https://www.econbiz.de/10013067163

Jumps in Oil Prices : The Role of Economic News

Elder, John - 2018

Previous research has been unable to identify a strong link between oil prices and economic news. We reexamine this …, with the largest jumps in oil prices tending to be preceded identifiable economic news. These results indicate that oil … economic news, rather than speculation unrelated to the economic environment, drives jumps in oil prices …

Persistent link: https://www.econbiz.de/10012940136

Oil market efficiency, quantity of information, and oil market turbulence

Gronwald, Marc; Wadud, Sania; Dogah, Kingsley - 2024

This paper analyses the informational efficiency of the WTI crude oil markets using a recently proposed quantitative measure for market inefficiency. The procedure measures the extent to which observed oil price behaviour deviates from the Random Walk benchmark which represents an efficient...

Persistent link: https://www.econbiz.de/10014490913

International Announcements and Wti Crude Oil Futures : A Case Study of the 2008 Global FInancial Crisis

Gkillas, Konstantinos - 2019

direction, magnitude and signiﬁcance of impacts are assessed in returns and volatility for price, volume and open interest …

Persistent link: https://www.econbiz.de/10012901423

Media attention and crude oil volatility : is there any 'new' news in the newspaper?

Aromi, D.; Clements, Adam - 2018

Persistent link: https://www.econbiz.de/10012431188

Crude oil price and exchange rate : an analysis of the asymmetric effect and volatility using the non linear autoregressive distributed lag and general autoregressive conditional h...

Saidi, La Ode; Aedy, Hasan; Saranani, Fajar; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 104-108

Persistent link: https://www.econbiz.de/10012435288

Exchange rate movements and fundamentals : impact of oil prices and the People's Republic of China's growth

Chen, Hongyi; Cao, Shuo - 2019

This paper identifies five factors that can capture 95% of the variance across 39 US dollar exchange rates based on the principal component method. A time-varying parameter factor-augmented vector autoregressive (TVP-FAVAR) model is used to analyze the determinants of movements in these exchange...

Persistent link: https://www.econbiz.de/10011992197

Oil prices, silver, gold and exchange rate relationship with stock market returns in Indian bourse with ARDL model

Jindal, Nisha - In: Thailand and the world economy 41 (2023) 2, pp. 123-136

Oil plays a very important role in the Indian economy and the stock market. In India, oil is key factor as nearly 85% of crude oil requirements are fulfilled through imports. It is believed that Indian stock market and crude oil are inversely proportional. In the past, it was seen that when...

Persistent link: https://www.econbiz.de/10014439360

Stationarity changes in long-run fossil resource prices : evidence from persistence break testing

Zaklan, Aleksandar; Abrell, Jan; Neumann, Anne - 2011

This paper considers the question of whether changes in persistence have occurred during the long-run evolution of U.S. prices of the non-renewable energy resources crude oil, natural gas and bituminous coal. Our main contribution is to allow for a structural break when testing for a break in...

Persistent link: https://www.econbiz.de/10009579658

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